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ICF vs. JPRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ICF vs. JPRE

Last updated Jun 4, 2026

ICF (iShares Cohen & Steers REIT ETF) and JPRE (JPMorgan Realty Income ETF) are both REIT funds. ICF is passively managed, while JPRE is actively managed. Over the past 3 years, ICF returned 10.12%/yr vs 9.52%/yr for JPRE. With a 0.98 correlation, they move nearly in lockstep. ICF charges 0.34%/yr vs 0.50%/yr for JPRE.

Performance

ICF vs. JPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cohen & Steers REIT ETF (ICF) and JPMorgan Realty Income ETF (JPRE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ICF achieves a 12.19% return, which is significantly higher than JPRE's 9.03% return.

ICF

1D
0.17%
1M
-0.92%
YTD
12.19%
6M
11.56%
1Y
11.29%
3Y*
10.12%
5Y*
3.01%
10Y*
5.54%

JPRE

1D
-0.12%
1M
-1.51%
YTD
9.03%
6M
8.33%
1Y
9.04%
3Y*
9.52%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICF vs. JPRE - Yearly Performance Comparison

2026 (YTD)2025202420232022
ICF
iShares Cohen & Steers REIT ETF		12.19%1.85%5.30%10.36%-11.34%
JPRE
JPMorgan Realty Income ETF		9.03%1.36%7.43%13.41%-9.96%

Correlation

The correlation between ICF and JPRE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (All Time)
Calculated using the full available price history since May 24, 2022

0.98

The correlation between ICF and JPRE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

ICF vs. JPRE - Sectors Allocation Comparison

Sectors
ICF
JPRE

Real Estate

100.0%
98.1%

Basic Materials

-

0.6%

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

0.6%

Technology

-

-

Utilities

-

-

Real Estate

ICF
100.0%
JPRE
98.1%

Basic Materials

ICF

-

JPRE
0.6%

Communication Services

ICF

-

JPRE

-

Consumer Cyclical

ICF

-

JPRE

-

Consumer Defensive

ICF

-

JPRE

-

Energy

ICF

-

JPRE

-

Financial Services

ICF

-

JPRE

-

Healthcare

ICF

-

JPRE

-

Industrials

ICF

-

JPRE
0.6%

Technology

ICF

-

JPRE

-

Utilities

ICF

-

JPRE

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Cohen & Steers REIT ETF

JPMorgan Realty Income ETF

Often compared with ICF:
ICF vs. VNQICF vs. USRTICF vs. IYRICF vs. FRELICF vs. ICFIICF vs. SDIVICF vs. XLRE
Often compared with JPRE:
JPRE vs. PPTYJPRE vs. PMAQXJPRE vs. MWOFXJPRE vs. ^GSPCJPRE vs. JCPBJPRE vs. FEQIXJPRE vs. JPST

Return for Risk

ICF vs. JPRE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ICF
ICF Risk / Return Rank: 2525
Overall Rank
ICF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 2222
Sortino Ratio Rank
ICF Omega Ratio Rank: 2222
Omega Ratio Rank
ICF Calmar Ratio Rank: 2828
Calmar Ratio Rank
ICF Martin Ratio Rank: 2828
Martin Ratio Rank
JPRE
JPRE Risk / Return Rank: 2222
Overall Rank
JPRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JPRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
JPRE Omega Ratio Rank: 2020
Omega Ratio Rank
JPRE Calmar Ratio Rank: 2424
Calmar Ratio Rank
JPRE Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICF vs. JPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and JPMorgan Realty Income ETF (JPRE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

ICFJPREDifference
Sharpe ratioReturn per unit of total volatility
0.84
0.70

+0.14

Sortino ratioReturn per unit of downside risk
1.20
1.01

+0.19

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratioReturn relative to maximum drawdown

1.38

1.18

+0.20

Martin ratioReturn relative to average drawdown

3.92

3.24

+0.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ICF vs. JPRE - Sharpe Ratio Comparison

The current ICF Sharpe Ratio is 0.84, which is comparable to the JPRE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ICF and JPRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ICFJPREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.70

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.27

+0.04

Drawdowns

ICF vs. JPRE - Drawdown Comparison

The maximum ICF drawdown since its inception was -76.74%, which is greater than JPRE's maximum drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for ICF and JPRE.

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Drawdown Indicators

ICFJPREDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-23.84%

-52.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-7.70%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

-16.27%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

—

—

Current Drawdown

Current decline from peak

-2.67%

-3.57%

+0.90%

Average Drawdown

Average peak-to-trough decline

-14.18%

-8.16%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.79%

+0.09%

Volatility

ICF vs. JPRE - Volatility Comparison

iShares Cohen & Steers REIT ETF (ICF) and JPMorgan Realty Income ETF (JPRE) have volatilities of 3.71% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ICFJPREDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

3.86%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

9.42%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

12.98%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

18.28%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

18.28%

+2.30%

ICF vs. JPRE - Expense Ratio Comparison

ICF has a 0.34% expense ratio, which is lower than JPRE's 0.50% expense ratio.

Dividends

ICF vs. JPRE - Dividend Comparison

ICF's dividend yield for the trailing twelve months is around 2.48%, more than JPRE's 2.29% yield.

PositionTTM20252024202320222021202020192018201720162015
ICF
iShares Cohen & Steers REIT ETF		2.48%2.88%2.66%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.21%3.30%
JPRE
JPMorgan Realty Income ETF		2.29%2.62%2.21%3.26%10.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.98, ICF and JPRE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JPRE has higher volatility (3.86%) compared to ICF (3.71%). In terms of maximum drawdown, ICF dropped -76.74% vs JPRE's -23.84%.

On 3-year performance, ICF leads with 10.12% vs 9.52% for JPRE. On fees, ICF is cheaper at 0.34% per year. On volatility, ICF has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ICF has performed better with a 10.12% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICF is cheaper with a 0.34% expense ratio, compared with 0.50% for JPRE.

ICF has the higher dividend yield at 2.48%, compared with 2.29% for JPRE.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.34% for ICF and 0.50% for JPRE.

ICF currently has the higher Sharpe Ratio (0.84 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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